-53.2%
TE vs ONTO
+631.5%
-684.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.2% | -4.8% | -1.2% |
| 7D | -4.0% | -1.0% | -2.9% | -3.6% |
| 30D | -15.9% | -2.9% | -13.0% | -15.9% |
| 3M | -60.5% | -2.5% | -58.1% | -59.8% |
| 6M | -35.2% | +28.2% | -63.4% | -40.8% |
| YTD | -31.1% | +69.8% | -100.9% | -42.8% |
| 1Y | +148.6% | +162.9% | -14.2% | +77.2% |
| 3Y | -26.4% | +95.9% | -122.3% | -44.7% |
| 5Y | -48.0% | +244.5% | -292.5% | -66.4% |
| All | -53.2% | +631.5% | -684.6% | -70.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ONTO.
Daily Out/Under-Performance
Portfolio return minus ONTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONTO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ONTO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling